(with causal feedback), and that they affect the exchange rate volatility. Finally, with weekly data we highlight that the … euro/dollar volatility "Granger-cause" the rate of return on stocks. …

Purpose - The purpose of this paper is to: investigate whether the foreign institutional investors in Taiwan herd …. Findings -First, on average, foreign institutional investors herd in the Taiwan securities market. They follow each other into … and out of the same industries. Second, they were momentum traders in the tranquil period from 2002 to 2006 and contrarian …

This paper predicts the stock market using Tobin’s q, momentum, the Campbell-Shiller CAPE, and a new variant of the … q emerges as by far the best of the predictors. Two versions of the model are built. The one with momentum predicts a 29 …% fall in real wealth over the eight years from end 2010. The one without momentum predicts real wealth to increase over all …

In this paper, using a range of technical trading and momentum trading strategies, we show that the Indian stock market …

and price momentum are much stronger among firms with lower <i>R</i>². Moreover, the price momentum effect is …

In this paper, using a range of technical trading and momentum trading strategies, we show that the Indian stock market …

returns results in elevated momentum profits. We show that such strategies enhance momentum profits simply by trading in … stocks with more extreme past returns. Adjusted for this effect, elevated momentum profits resulting from characteristics … momentum; our findings imply that explanations of momentum should instead focus on the link between momentum profits and …

trend and volatility using data from 2008 to 2011. We find a cubic nonlinearity in the trend suggesting that traders are not …

This study aimed at understanding the Nigerian Stock Market with regards to volatility and prediction, to this effect … volatility. The study found the presence of volatility in all the four stock prices used, while stock price volatility was then …, only two companies¡¯ stock prices were predicted by volatility in their stock prices, while past stock prices predicted …